WordPress is a content management system (CMS) designed to create a website or blog from a single source. It is free and open source software released under the GPL.
WordPress is available on a wide range of platforms, including Windows, Mac, Linux, and many flavors of Unix. The WordPress codex is the definitive guide to using WordPress.
WordPress is installed on the server where you plan to host your website. The server administrator can install WordPress for you, or you can install it yourself.
The most common way to install WordPress is through the WordPress codex.